Fabio Angelo Maccheroni
Full Professor
Biography
Fabio Angelo Maccheroni is a Full Professor at Università Bocconi in the Department of Decision Sciences since 2005.
His research interests focus on Economics. He is the author of numerous articles on his topics of interest. His works have been published in Theory and Decision Journal, the Journal of Economic Theory and Journal of the European Economic Association, among others.
He got a Ph.D in Financial Mathematics from the Joint Program of Università di Brescia, Università Cattolica di Milano, Università di Milano, and Università di Torino, Università degli Studi di Milano and a MSc in Mathematics from Università degli Studi di Milano.
Recent Publications
- 2026
A Separation of Utility and Beliefs Through Betting Consistency
CHATEAUNEUF, A. J., F. A. MACCHERONI, H. ZANK, "A Separation of Utility and Beliefs Through Betting Consistency", Management Science, March 2026, vol. 72, no. 3, pp. 1987-2005 - 2025
Making Decisions Under Model Misspecification
CERREIA-VIOGLIO, S., L. P. HANSEN, F. A. MACCHERONI, M. MARINACCI, "Making Decisions Under Model Misspecification", Review of Economic Studies, 2025 - 2025
Risk Aversion and Insurance Propensity
MACCHERONI, F. A., M. MARINACCI, R. WANG, Q. WU, "Risk Aversion and Insurance Propensity", American Economic Review, May 2025, vol. 115, no. 5, pp. 1597-1649 - 2024
Capacities and Choquet averages of ultrafilters
CERREIA-VIOGLIO, S., P. LEONETTI, F. A. MACCHERONI, M. MARINACCI, "Capacities and Choquet averages of ultrafilters", Proceedings of the American Mathematical Society, 2024, no. 152, pp. 1139-1151 - 2024
Ergodic Annealing: Intelligent Optimization Under Uncertainty
BALDASSI, C., F. A. MACCHERONI, M. MARINACCI, M. PIRAZZINI, "Ergodic Annealing: Intelligent Optimization Under Uncertainty" in Metaheuristics and Nature Inspired Computing., Bernabé Dorronsoro, Rachid Ellaia, El-Ghazali Talbi (Eds.), Springer Cham, pp. 57-67, 2024 - 2023
Measuring utility with diffusion models
BERLINGHIERI, R., I. KRAJBICH, F. A. MACCHERONI, M. MARINACCI, M. PIRAZZINI, "Measuring utility with diffusion models", Science Advances, 2023, vol. 9, no. 34
Grants & Honors
Excellence in Research Award, Università Commerciale Luigi Bocconi, 2023

